SLMC.DE vs. PRAZ.DE
SLMC.DE (iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc)) and PRAZ.DE (Amundi Prime Eurozone UCITS ETF) are both Europe Equities funds - SLMC.DE tracks the MSCI Europe ESG Screened while PRAZ.DE tracks the Solactive GBS Developed Markets Eurozone Large & Mid Cap. Both are passively managed. Over the past 5 years, SLMC.DE returned 9.56%/yr vs 10.92%/yr for PRAZ.DE. Their correlation of 0.82 suggests significant overlap in exposure. SLMC.DE charges 0.12%/yr vs 0.05%/yr for PRAZ.DE.
Performance
SLMC.DE vs. PRAZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SLMC.DE achieves a 7.14% return, which is significantly lower than PRAZ.DE's 9.30% return.
SLMC.DE
- 1D
- 0.66%
- 1M
- 3.73%
- YTD
- 7.14%
- 6M
- 9.66%
- 1Y
- 15.51%
- 3Y*
- 13.78%
- 5Y*
- 9.56%
- 10Y*
- —
PRAZ.DE
- 1D
- 0.60%
- 1M
- 4.74%
- YTD
- 9.30%
- 6M
- 11.04%
- 1Y
- 18.71%
- 3Y*
- 16.37%
- 5Y*
- 10.92%
- 10Y*
- —
SLMC.DE vs. PRAZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SLMC.DE iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) | 7.14% | 18.79% | 8.99% | 17.54% | -11.33% | 24.92% | -2.63% |
PRAZ.DE Amundi Prime Eurozone UCITS ETF | 9.30% | 24.75% | 9.66% | 19.29% | -11.83% | 26.38% | -4.68% |
Correlation
The correlation between SLMC.DE and PRAZ.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.82 |
The correlation between SLMC.DE and PRAZ.DE shifts across timeframes, from 0.82 (all time) to 0.94 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SLMC.DE vs. PRAZ.DE — Risk / Return Rank
SLMC.DE
PRAZ.DE
SLMC.DE vs. PRAZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) and Amundi Prime Eurozone UCITS ETF (PRAZ.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SLMC.DE | PRAZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.78 | -0.26 |
| Martin ratioReturn relative to average drawdown | 5.72 | 6.54 | -0.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SLMC.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.25 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.64 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.55 | +0.10 |
Drawdowns
SLMC.DE vs. PRAZ.DE - Drawdown Comparison
The maximum SLMC.DE drawdown since its inception was -34.92%, which is greater than PRAZ.DE's maximum drawdown of -29.52%. Use the drawdown chart below to compare losses from any high point for SLMC.DE and PRAZ.DE.
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Drawdown Indicators
| SLMC.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.92% | -29.52% | -5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.10% | -10.45% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -15.46% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -24.09% | +3.17% |
Current DrawdownCurrent decline from peak | -1.46% | -0.37% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -6.18% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.86% | -0.15% |
Volatility
SLMC.DE vs. PRAZ.DE - Volatility Comparison
The current volatility for iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) is 4.40%, while Amundi Prime Eurozone UCITS ETF (PRAZ.DE) has a volatility of 4.69%. This indicates that SLMC.DE experiences smaller price fluctuations and is considered to be less risky than PRAZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLMC.DE | PRAZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.69% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 12.25% | -1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 14.95% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 16.99% | -2.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 19.16% | -2.64% |
SLMC.DE vs. PRAZ.DE - Expense Ratio Comparison
SLMC.DE has a 0.12% expense ratio, which is higher than PRAZ.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SLMC.DE vs. PRAZ.DE - Dividend Comparison
Neither SLMC.DE nor PRAZ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, SLMC.DE and PRAZ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, PRAZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAZ.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for SLMC.DE.
SLMC.DE tracks MSCI Europe ESG Screened, while PRAZ.DE tracks Solactive GBS Developed Markets Eurozone Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for SLMC.DE and 0.05% for PRAZ.DE.
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